IS 241: ENGINEERING MATHEMATICS II

Lecture 5: Heat flow equation

January 13, 2023

One-dimensional heat equation

The one-dimensional heat flow equation is given by

∂u ∂2u
= α2 2 , (1)
∂t ∂x
k
where α2 = sρ is called the diffusivity of material of the bar.

The constants k, s and ρ are the conductivity, specific heat capacity and density of
material, respectively.
To solve (1), we use the method of separation of variables as follows:

Let
u(x, t) = X (x)T (t) (2)
be the solution of (1). Differentiating (2) with respect to t, we get

∂u
= XT 0 . (3)
∂t
Differentiation (2) again, this time with respect to x and twice, we get

∂2u
= X 00 T . (4)
∂x 2
Substituting equations (3) and (4) in (1), we get

XT 0 = α2 X 00 T .

Separating the variables, we get

X 00 T0
= 2 = k (constant), (5)
X α T
which implies that
X 00 T0
= k and 2 = k
X α T
or

X 00 − kX = 0 and T 0 − kα2 T = 0 (6)

The two equations in (6) are ordinary differential equations whose solutions depend on
the value of k.
Case 1: Let k = 0. Equation (6) becomes

dT d 2X
=0 and = 0.
dt dx 2
Integrating, we get

T (t) = c1 and X (x) = c2 x + c3 ,

where c1 , c2 and c3 are arbitrary constants. It follows that the solution of equation (1)
is
u(x, t) = c1 (c2 x + c3 ) (7)
Case 2: Let k be positive, i.e. k = p 2 . The equation (6) becomes
T 0 − p 2 α2 T = 0 and X 00 − p 2 X = 0.
To solve the o.d.e. T 0 − p 2 α2 T = 0, we apply separation of variables. That is
dT T
= p 2 α2 dt ⇒ log T = α2 p 2 t + log c3 or log = α2 p 2 t,
T c3
which simplifies to
2 p2 t
T (t) = c3 e α . (8)
For the o.d.e. X 00
− p2X
= 0, we have the corresponding auxiliary equation
2 2
m − p = 0 whose solution is m = ±p. Hence
X (x) = c4 e px + c5 e −px . (9)
Substituting equations (8) and (9) into (2), we get
2 p2 t
u(x, t) = c3 e α c4 e px + c5 e −px .


(10)
Case 3: Let k be negative, i.e. k = −p 2 . Then, equation (6) becomes

T 0 + p 2 α2 T = 0 and X 00 + p 2 X = 0. (11)

The solution to ordinary differential equation T 0 + p 2 α2 T = 0 is also obtained by the

method of separation of variables.
dT T
= −p 2 α2 dt ⇒ log T = −α2 p 2 t + log c6 or log = −α2 p 2 t,
T c6
or
2 p2 t
T (t) = c6 e −α . (12)
On the other hand, the equation X 00 + p 2 X = 0 is solved by using an auxiliary equation
m2 + p 2 = 0 whose roots are m = ±ip.

It follows that, the solution to this o.d.e. is given by

X (x) = c7 cos px + c8 sin px. (13)

Substituting (12) and (13) into (2), we get

2 p2 t
u(x, t) = c6 e −α (c7 cos px + c8 sin px) . (14)
Therefore, the three different possible solutions of the heat equation (1) are

u(x, t) = c1 (c2 x + c3 ) ,
2 p2 t
u(x, t) = c3 e α c4 e px + c5 e −px ,


2 p2 t
u(x, t) = c6 e −α (c7 cos px + c8 sin px) .

According to the law of Themodynamics, when time t increases, the temperature

u(x, t) will not increase. Therefore, the most correct solution suitable for
one-dimensional heat flow equation (1) is
2 p2 t
u(x, t) = c6 e −α (c7 cos px + c8 sin px),

which simplifies to
2 p2 t
u(x, t) = (A cos px + B sin px)e −α . (15)
This is the correct solution that will be always considered.
 ∂u ∂2u
Example 1: Solve the equation = α2 2 subject to the boundary conditions
∂t ∂x
u(0, t) = 0, u(l, t) = 0, u(x, 0) = x.

Solution: The (1-dimensional) heat equation is

∂u ∂2u
= α2 2 . (16)
∂t ∂x
The boundary conditions are:
(i) u(0, t) = 0 for all t > 0
(ii) u(l, t) = 0 for all t > 0
(iii) u(x, 0) = x for all x in (0, l)
The correct solution for one-dimensional heat equation is
2 p2 t
u(x, t) = (A cos px + B sin px)e −α . (17)
Applying the boundary condition (i) in (17), we get
2P 2t
u(0, t) = Ae −α =0
2P 2t
⇒ A = 0 since e −α 6= 0 for t > 0.
Substituting A = 0 in equation (17), we get
2 p2 t
u(x, t) = B sin(px)e −α . (18)
Applying condition (ii) in Equation (18), we get
2 p2 t
u(l, t) = B sin pl e −α = 0.
2 p2 t
Here B 6= 0, e −α 6= 0, then sin pl = 0. Hence
nπ
pl = nπ ⇒ p= .
l
 nπ
Substituting p = in equation (18), we get
l
 nπx  −α2 n2 π2 t
u(x, t) = B sin e l2 .
l
Thus, the most general solution can be written as
∞
−α2 n2 π 2 t
X  nπx 
u(x, t) = Bn sin e l2 . (19)
l
n=1

Applying condition (iii) in equation (19), we get

∞
X nπx
u(x, 0) = Bn sin = x. (20)
l
n=1

To find Bn expand x in (0, l) in a half-range Fourier sine series.

∞
X  nπx 
x= bn sin . (21)
l
n=1
From equations (20) and (21), we get
Bn = bn .
Thus,
Z l
2  nπx 
bn = x sin dx
l 0 l
" (
) (
)#l
2 − cos nπx
l − sin nπx
l
= x nπ − n2 π 2
l l 2 l 0
−2l 2l
= cos nπ = (−1)n+1
nπ nπ
2l
Bn = (−1)n+1 (22)
nπ
Substituting equation (22) into equation (19), we get
∞  nπx  α2 n2 π2 t
2l
e − l2 .
X
u(x, t) = (−1)n+1 sin
nπ l
n=1
 ∂u ∂2u
Example 2. Find the solution of the equation = α2 2 that satisfies the
∂t ∂x
conditions
(i) u(0, t) = 0, t > 0,
(ii) u(l, t) = 0, t > 0,
(
x, for 0 < x < 2l ,
(iii) u(x, 0) =
l − x for 2l < x < l.

∂u 2
Solution. The correct solution of ∂t = α2 ∂∂xu2 and satisfying the conditions (i) and (ii)
is
∞
α2 n 2 π 2 t
 nπx 
e−
X
u(x, t) = Bn sin l2 . (23)
l
n=1
Applying condition (iii) in equation (23), we get
∞
X  nπx 
u(x, 0) = Bn sin = f (x), (24)
l
n=1

where (
x, for 0 < x < 2l ,
f (x) =
l −x for 2l < x < l.
To find Bn expand f (x) in (0, l) in a half-range Fourier sine series. That is
∞
X  nπx 
f (x) = bn sin . (25)
l
n=1

From equations (24) and (25), we get Bn = bn .

Then,
Z l
2  nπx 
bn = f (x) sin dx
l l
"0Z #
l/2 Z l
2  nπx   nπx 
= x sin dx + (l − x) sin dx
l 0 l l/2 l
" (
) (
l/2
)#
2 − cos nπx
l − sin nπx l
= x nπ − (+1) n2 π 2
(26)
l l l2 0
" ( ) ( )#l
− cos nπx − sin nπx



l l
+ (l − x) nπ − (−1) n2 π 2
l l2 l/2
l2 l2 l2 l2
 
2 nπ nπ nπ nπ
= − cos + 2 2 sin + cos + 2 2 sin
l 2nπ 2 n π 2 2nπ 2 n π 2
4l nπ
= 2 2 sin = Bn (27)
n π 2
Substituting equation (27) into equation (23), we get
∞  nπ   nπx  α2 n2 π2 t
4l
e − l2
X
u(x, t) = 2 2
sin sin
n π 2 l
n=1
∞  nπ   nπx  α2 n2 π2 t
4l X 1
= 2 sin sin e − l2
π n2 2 l
n=1
Example 3. A homogeneous rod of conducting material of length ‘l’ units has ends
kept at zero temperature and the temperature at the center is T and falls uniformly to
zero at the two ends. Find u(x, t).

Solution. The one-dimensional heat equation is

∂u ∂2u
= α2 2 (28)
∂t ∂x
From this graph, equation of OB is
2Tx
u=
l
and that of AB is
2T
u= (l − x).
l
Therefore, the the boundary conditions are
(i) u(0, t) = 0 for all t > 0,
(ii) u(l, t) = 0 for all t > 0,
(
2Tx
, for 0 < x < l/2,
(iii) u(x, 0) = 2Tl
l (l − x) for l/2 < x < l.
The correct solution of equation (28) subject to conditions (i) and (ii) is
∞
−α2 n2 π 2 t
X  nπx 
u(x, t) = Bn sin e l2 . (29)
l
n=1

Applying condition (iii) in equation (29), we get

∞
X  nπx 
u(x, 0) = Bn sin = f (x), (30)
l
n=1

where (
2Tx
f (x) = l , for 0 < x < l/2,
2Tx
l (l − x) for l/2 < x < l.
To find Bn expand f (x) in a half-range Fourier sine series in (0, l). That is
∞
X  nπx 
f (x) = bn sin . (31)
l
n=1

From equations (30) and (31), we get Bn = bn .

Then,
Z l
2  nπx 
bn = f (x) sin dx
l 0 l
"Z #
l/2 Z l
2 2Tx  nπx  2T  nπx 
= sin dx + (l − x) sin dx
l 0 l l l/2 l l
"Z #
l/2 Z l
4T  nπx   nπx 
= 2 x sin dx + (l − x) sin dx
l 0 l l/2 l
" (
) (
)#l/2
4T − cos nπx l − sin nπx l
= 2 x nπ − (+1) n2 π 2
(32)
l l l2 0
" (
nπx

) (
nπx

)#l
− cos l − sin l
+ (l − x) nπ − (−1) n2 π 2
l l2 l/2
l2 l2 l2 l2
 
4T  nπ   nπ   nπ   nπ 
= − cos + sin + cos + sin
l2 2nπ 2 n2 π 2 2 2nπ 2 n2 π 2 2
 4T 2l 2  nπ 
bn = · sin .
l 2 n2 π 2 2
Therefore,
8T  nπ 
Bn = sin . (33)
n2 π 2 2
Substituting Bn into equation (29), we get
∞  nπ   nπx  α2 n2 π2 t
8T
e − l2 .
X
u(x, t) = sin sin
n2 π 2 2 l
n=1
Steady state conditions and zero boundary conditions

When a rod is heated at both ends by constant temperature C1◦ and C2◦ , after some
time, the temperature in the rod remains constant, regardless of increase in time t.

This state is called steady state.

Therefore, when steady state condition exists u(x, t) becomes u(x).

Example 4. A rod of length ’l’ has its ends A and B kept at 0◦ C and 100◦ C until
steady state condition exists. If the temperature at B is reduced suddenly to 0◦ C and
kept so while that of A is maintained, find the temperature u(x, t) at a distance x
from A and at a time t.

Solution. The heat equation is

∂u ∂2u
= α2 2 (34)
∂t ∂x
At steady state u(x, t) is a function of x alone.

Then, the equation of heat flow (34) becomes

d 2u
α2 = 0.
dx 2
Since α is a non-zero constant, then
d 2u
= 0.
dx 2
Therefore, when steady state conditions prevail, the heat flow equation becomes
d 2u
=0 (35)
dx 2
and the boundary conditions are:
(i) u(0) = 0
(ii) u(l) = 100
The solution of equation (35) is

u(x) = ax + b (36)

Apply condition (i) in equation (36), we get

u(0) = b = 0.

Putting b = 0 in equation (36), we get

u(x) = ax. (37)

Applying condition (ii) in equation (37), we get

u(l) = al = 100 ⇒ a = 100/l.

Substituting a = 100/l in equation (37), we get

u(x) = 100x/l.

Therefore, in steady state, the temperature function is given by

100x
u(x) = .
l
Now the end B is reduced to zero. At this stage the steady state is changed into
unsteady state. For this unsteady state, the initial distribution of temperature is

u(x) = 100x/l.
Now the heat flow equation is
∂u ∂2u
= α2 2 .
∂t ∂x
The new boundary conditions are
(a) u(0, t) = 0, t > 0,
(b) u(l, t) = 0, t > 0,
(c) u(x, 0) = 100x
l for x in (0, l).
∂u 2
The general solution of ∂t = α2 ∂∂xu2 satisfying conditions (a) and (b) is
∞
−α2 n2 π 2 t
X  nπx 
u(x, t) = Bn sin e l2 . (38)
l
n=1

Applying condition (c) in equation (38), we get

∞  nπx 
X 100x
u(x, 0) = Bn sin = . (39)
l l
n=1
 100x
To find Bn expand l in (0, l) in a half-range Fourier sine series. That is
∞
100x X  nπx 
= bn sin (40)
l l
n=1

From equations (39) and (40), we get Bn = bn .

Now,
Z l
2 100x nπx
Bn = sin dx
l 0 l l
"  ( )#l
− cos nπx − nπx

200 l sin l
= 2 x nπ − (+1) n2 π 2
(41)
l l l2 0
200 h 2 cos nπ i
= 2 −l
l nπ
200 n+1
= (−1)
nπ
Substituting Bn into equation (38), we get
∞
200 α2 n 2 π 2 t
 nπx 
e−
X
u(x, t) = (−1)n+1 sin l2
nπ l
n=1
Temperature Gradient
Consider a bar of uniform cross section of length ‘x’ cm.

Let the two ends of the rod be maintained at temperatures u1 and u2 , where
u1 > u2 .
u1 − u2
The quantity represents the rate of fall of temperature w.r.t distance ‘x’.
x
This rate of change of temperature w.r.t. distance is called the temperature
gradient.
Fourier Law of Heat Conduction
The rate at which heat flows across an area A at a distance x from one end of a
bar is given by  
∂u
Q = −kA ,
∂x x
 
∂u
where k is thermal conductivity, and is the temperature gradient at x.
∂x x

Thermally insulated ends

If there will be no heat flow passing through the ends of the bar, then those two
ends are said to be thermally insulated.
Example 5. Solve the problem of heat conduction in a rod given that
∂u ∂2u
(i) = α2 2 ,
∂t ∂x
(ii) u is finite as t → ∞,
∂u
(iii) = 0 for x = 0 and x = l, t > 0,
∂x
(iv) u = lx − x 2 for t = 0, 0 ≤ x ≤ l.

Solution. The 1-dimensional heat equation is

∂u ∂2u
= α2 2 (42)
∂t ∂x
On solving equation (42) by separation of variables and applying condition (ii), we get
2 p2 t
u(x, t) = (A cos px + B sin px)e −α . (43)
Now, condition (iii) can be written as
∂u(0, t) ∂u(l, t)
and .
∂x ∂x
Differentiating equation (43) partially w.r.t. x, we get
∂u(x, t) 2 2
= (−Ap sin px + Bp cos px)e −α p t . (44)
∂x
Applying 1st part of condition (iii) in equation (44), we get
∂u(0, t) 2 2
= Bpe −α p t = 0.
∂x
2P2t
Here p 6= 0 and e −α 6= 0 since t > 0.
⇒ B = 0.
Substituting B = 0 in equation (44), we get
∂u(x, t) 2 2
= −Ap sin pxe −α p t . (45)
∂x
Applying the 2nd part of condition (iii) in equation (45), we get

∂u(l, t) 2 2
= −Ap sin(pl)e −α p t = 0.
∂x
2 p2 t
Here A 6= 0, e −α 6= 0 since t > 0.
nπ
⇒ sin pl = 0 ⇒ pl = nπ ⇒p= .
l
nπ
Now substituting B = 0 and p = l in equation (43), we get
−α2 n2 π 2 t
 nπx 
u(x, t) = A cos e l2 . (46)
l
By superposition principle, we get the most general solution
∞
−α2 n2 π 2 t
X  nπx 
u(x, t) = An cos e l2 . (47)
l
n=0
Applying condition (iv) in equation (47), we get
∞
X  nπx 
u(x, 0) = An cos = lx − x 2
l
n=0

∞
X nπx
A0 + An cos = lx − x 2 . (48)
l
n=1

To find A0 and An , expand lx − x 2 in a half-range cosine series

i.e.
∞
2 a0 X  nπx 
lx − x = + an cos . (49)
2 l
n=1

From equations (48) and (49), we get

a0
A0 = and An = an .
2
Now,
l l
2 lx 2 x 3 l2
Z 
2 2
a0 = (lx − x )dx = − =
l 0 l 2 3 3
a0 l2
⇒ A0 = =
2 6

Z l
2
an = (lx − x 2 ) cos nπdx
l 0
" ( ) ( )#l
sin nπx − cos nπx − sin nπx
 
2 2 l l l
= (lx − x ) nπ − (l − 2x) n2 π 2
+ (−2) n3 π 3
l l l2 l3 0
" #
2 −l cos nπ l
= n 2 π2 − n2 π 2
l 2 2
l l
−2l 2
= [1 + (−1)n ]
n2 π 2
 (
0, when n is odd
an = −4l 2
n2 π 2
when n is even
Therefore,
−4l 2
An = when n is even
n2 π 2
Substituting values of A0 and An in equation (47), we get
∞
−α2 n2 π 2 t
X  nπx 
u(x, t) = A0 + An cos e l2
l
n=1
∞
l2 X −4l 2  nπx  −α2 n2 π2 t
= + cos e l2
6 n2 π 2 l
n(even)=2,4,...
Exercise. Solve the following boundary value problem
1 ∂u ∂2u
(i) 2 =
a ∂t ∂x 2
∂u(0, t)
(ii) =0
∂t
∂u(5, t)
(iii) =0
∂t
(iv) u(x, 0) = x